ThmDex – An index of mathematical definitions, results, and conjectures.
F12877
Formulation 1
Let $X_1, X_2, X_3, \dots \in \text{Random}(\mathbb{R})$ each be a D3161: Random real number such that
(i) $X_1, X_2, X_3, \dots$ is an D3358: I.I.D. random collection
(ii) $\mathbb{E} X_1 = 0$
(iii) $\text{Var} X_1 = 1$
Let $f : \{ 1, 2, 3, \ldots \} \to \{ 1, 2, 3, \ldots \}$ be a D5406: Positive integer function such that
(i) \begin{equation} \lim_{N \to \infty} f(N) = \infty \end{equation}
Then \begin{equation} \sum_{n = 1}^{f(N)} \frac{X_n}{\sqrt{f(N)}} \overset{d}{\longrightarrow} \text{Gaussian}(0, 1) \quad \text{ as } \quad N \to \infty \end{equation}